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Rocco Madrid was captain of the Diablo Del Mar. He was a greedy pirate, and was known for cheating other pirates out of their gold. Madrid carried a sword made from Toledo steel. This went badly, however, when he tried to cheat in a game of luck against fellow buccaneer Raphael Thuron. His cheat was revealed thanks to Ben and Ned, and Thuron took his gold back.

Inflamed at the loss of honor and money, Madrid chased Thuron's ship, La Petite Marie, clear across the Caribbean Sea to Puerto Rico. There, however, he was outwitted by Thuron in a clever sea maneuver known as the Trinidad Shuffle, which left him at the mercy of Thuron's second enemy, the British privateer Jonathan Ormsby "Redjack" Teal.

Intimidated by Teal's superior gunpower, Madrid was forced to succumb to Teal's terms. The Englander outwitted Madrid, however, leaving him and his crew stranded on the beach of Puerto Rico. There, a mutiny led by first mate Boelee against Madrid caused him to wander off on his own, and eventually be killed by native Caribs armed with poison dart blowpipes.